Macro/Rates Quantitative Risk Analyst

Our client is seeking a Quantitative Risk Analyst to support the evaluation and management of portfolio risk tied to global macroeconomic and interest rate movements. This individual will play a key role in developing analytical frameworks, enhancing risk visibility, and partnering with investment teams to translate complex market data into meaningful insights that drive decision-making. This is a hybrid position based in New York City, NY.

Starting at $200,000/year.

Quantitative Risk Analyst's Responsibilities and Duties:

• Analyze and monitor portfolio exposures related to macroeconomic factors and interest rate movements
• Build and refine quantitative tools to assess sensitivities, correlations, and risk drivers
• Perform scenario analysis and stress testing to evaluate portfolio performance under varying market conditions
• Develop and maintain models that support risk measurement and portfolio construction
• Collaborate with portfolio managers and senior leadership to interpret analytics and inform strategy

Quantitative Risk Analyst's Qualifications and Skills:

• Strong understanding of macroeconomic trends and interest rate products (e.g., bonds, swaps, futures)
• Proven experience in quantitative modeling within a financial or investment environment
• Proficiency in programming languages such as Python, R, MATLAB, or similar
• Familiarity with risk metrics, portfolio analytics, and stress testing methodologies
• Ability to communicate complex quantitative concepts to both technical and non-technical audiences
• Prior experience in asset management, hedge funds, banking, or quantitative research is preferred

RightClick is an equal opportunity employer who agrees not to discriminate against any employee or job applicant irrespective of race, color, creed, alienage, religion, sex, national origin, age, disability, gender (including gender identity), marital status, sexual orientation, citizenship or any other characteristic protected by law.